eviews
平稳性检验结果
变量ADF检验值检验类型(c, ,t k)5%临界值10%临界值结论
LNZSQ -2·86415 (c, ,t 1) -3·8730 -3·3820非平稳
LNGGDP -1·344890 (c, 0, 1) -3·1483 -2·7180非平稳
DLNZSQ -4·281367 (c, ,t 1) -3·9271 -3·4104平稳
DLNGGDP -2·877424 (c, ,t 1) -3·1801 -2·7349平稳
stata
dfuller lnzsq
Dickey-Fuller test for unit root Number of obs = 13
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -1.197 -3.750 -3.000 -2.630
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.6750
. gen dlnzsq=lnzsq-l.lnzsq
(1 missing value generated)
. dfuller dlnzsq
Dickey-Fuller test for unit root Number of obs = 12
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -3.739 -3.750 -3.000 -2.630
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0036
. dfuller lnggdp lnggdp已经满足了啊
Dickey-Fuller test for unit root Number of obs = 13
---------- Interpolated Dickey-Fuller ---------
Test 1% Critical 5% Critical 10% Critical
Statistic Value Value Value
------------------------------------------------------------------------------
Z(t) -3.921 -3.750 -3.000 -2.630
------------------------------------------------------------------------------
MacKinnon approximate p-value for Z(t) = 0.0019
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